Related papers: Discontinuous Superprocesses with Dependent Spatia…
A system of mutually interacting superprocesses with migration is constructed as the limit of a sequence of branching particle systems arising from population models. The uniqueness in law of the superprocesses is established using the…
The existence of global-in-time bounded martingale solutions to a general class of cross-diffusion systems with multiplicative Stratonovich noise is proved. The equations describe multicomponent systems from physics or biology with…
In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…
We further develop an extended dynamical mean field approach introduced earlier. It goes beyond the standard $D=\infty$ dynamical mean field theory by incorporating quantum fluctuations associated with intersite (RKKY-like) interactions.…
We consider a continuous-time branching random walk on a multidimensional lattice with two types of particles and an infinite number of initial particles. The main results are devoted to the study of the generating function and the limiting…
Let $E$ be a complete, separable metric space and $A$ be an operator on $C_b(E)$. We give an abstract definition of viscosity sub/supersolution of the resolvent equation $\lambda u-Au=h$ and show that, if the comparison principle holds,…
To model subsurface flow in uncertain heterogeneous\ fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient - also called random field - may be used. In case of a one-dimensional parameter space, L\'evy…
A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every finite time interval, its distribution is absolutely continuous with respect to the law of the…
We provide a path-wise "backbone" decomposition for supercritical superprocesses with non-local branching. Our result complements a related result obtained for super-critical superprocesses without non-local branching in [1]. Our approach…
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We provide several criteria for existence and uniqueness of…
In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…
The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due the sampling problem. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the…
We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…
In this work, we introduce a spatial branching process to model the growth of the mycelial network of a filamentous fungus. In this model, each filament is described by the position of its tip, the trajectory of which is solution to a…
Branching processes $(Z_n)_{n \ge 0}$ in a varying environment generalize the Galton-Watson process, in that they allow time-dependence of the offspring distribution. Our main results concern general criteria for a.s. extinction,…
We present a genealogy for superprocesses with a non-homogeneous quadratic branching mechanism, relying on a weighted version of the superprocess and a Girsanov theorem. We then decompose this genealogy with respect to the last individual…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
We study several fundamental properties of a class of stochastic processes called spatial Lambda-coalescents. In these models, a number of particles perform independent random walks on some underlying graph G. In addition, particles on the…
This paper introduces the formalism required to analyze a certain class of stochastic control problems that involve a super diffusion as the underlying controlled system. To establish the existence of these processes, we show that they are…